+18.3%
ADM vs IRE
-97.5%
+115.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.1% | -9.8% | +2.4% |
| 7D | +0.1% | -15.1% | +15.3% | +0.1% |
| 30D | -11.8% | -71.4% | +59.5% | -12.2% |
| 3M | -11.3% | -81.2% | +69.9% | -11.8% |
| 6M | -10.0% | -93.7% | +83.7% | -10.7% |
| YTD | +25.9% | -92.2% | +118.1% | +26.0% |
| 1Y | +26.7% | -97.3% | +123.9% | +23.2% |
| All | +18.3% | -97.5% | +115.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling